+155.0%
ASX vs PBF
+78.3%
+76.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.8% | +0.8% | +6.5% |
| 7D | +0.8% | -4.0% | +4.8% | +0.8% |
| 30D | -20.4% | -18.0% | -2.4% | -20.7% |
| 3M | -2.1% | +0.9% | -3.1% | -1.5% |
| 6M | +8.2% | +65.7% | -57.5% | +15.1% |
| YTD | +137.3% | +161.9% | -24.6% | +145.9% |
| 1Y | +155.0% | +77.8% | +77.2% | +181.9% |
| All | +155.0% | +78.3% | +76.7% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling